Stege originated as a small fishing village called Dybsbroen, on the coast just north of the eastern end of the bridge, along the street now known as Dybsbrostræde.

The current name may derive from Stickae or Stike, which were wooden poles rammed into the sea inlet as a further defence against raiders.

Around 1430, a defensive wall was constructed enclosing the landward side of the town which was otherwise bounded by the sea to the north, and the lake to the south.

[4] Although most of the town burnt down in 1457 and the plague struck in 1484, the prosperity which remained as a result of the herring trade soon led to its reestablishment.

[8] Thorsvang, Danmarks Samlermuseum is a museum of collectables arranged in a variety of old shops typical of the early 20th century.

Buildings of interest in Stege include: There are regular bus services to Vordingborg, Bogø, Nykøbing Falster and to various destinations on Møn.